Basta obter todos os documentos e salvá-los em arquivo, por exemplo:
from bson.json_util import dumps
from pymongo import MongoClient
if __name__ == '__main__':
client = MongoClient()
db = client.db_name
collection = db.collection_name
cursor = collection.find({})
with open('collection.json', 'w') as file:
file.write('[')
for document in cursor:
file.write(dumps(document))
file.write(',')
file.write(']')
